Main category
Economics (Finance)
Abstract
Rank correlation is the study of relationships between different rankings on the same set of items. A rank correlation coefficient measures the correspondence between two rankings and assesses its significance. Two of the most popular rank correlation statistics are Kendall’s tau and Spearman’s rho.
Further reading
https://ia601402.us.archive.org/23/items/correlation-calibration/CorrelationCalibration.pdf
Do you have problems viewing the pdf-file? Download presentation
here
If the presentation contains inappropriate content, please
report the presentation. You will be redirected to the landing page.
